E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	2,190.50	2,226.50	36.00	1.6%	2,288.00
High	2,232.50	2,285.25	52.75	2.4%	2,332.50
Low	2,162.25	2,221.25	59.00	2.7%	2,134.00
Close	2,226.00	2,254.00	28.00	1.3%	2,202.00
Range	70.25	64.00	-6.25	-8.9%	198.50
ATR	66.69	66.50	-0.19	-0.3%	0.00
Volume	390,098	351,571	-38,527	-9.9%	1,976,624

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,445.50	2,413.75	2,289.25
R3	2,381.50	2,349.75	2,271.50
R2	2,317.50	2,317.50	2,265.75
R1	2,285.75	2,285.75	2,259.75	2,301.50
PP	2,253.50	2,253.50	2,253.50	2,261.50
S1	2,221.75	2,221.75	2,248.25	2,237.50
S2	2,189.50	2,189.50	2,242.25
S3	2,125.50	2,157.75	2,236.50
S4	2,061.50	2,093.75	2,218.75

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,818.25	2,708.75	2,311.25
R3	2,619.75	2,510.25	2,256.50
R2	2,421.25	2,421.25	2,238.50
R1	2,311.75	2,311.75	2,220.25	2,267.25
PP	2,222.75	2,222.75	2,222.75	2,200.50
S1	2,113.25	2,113.25	2,183.75	2,068.75
S2	2,024.25	2,024.25	2,165.50
S3	1,825.75	1,914.75	2,147.50
S4	1,627.25	1,716.25	2,092.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,318.00	2,134.00	184.00	8.2%	77.75	3.5%	65%	False	False	414,952
10	2,332.50	2,134.00	198.50	8.8%	67.00	3.0%	60%	False	False	383,260
20	2,332.50	2,103.25	229.25	10.2%	62.25	2.8%	66%	False	False	249,308
40	2,349.75	1,964.00	385.75	17.1%	73.75	3.3%	75%	False	False	124,932
60	2,429.50	1,964.00	465.50	20.7%	62.75	2.8%	62%	False	False	83,414
80	2,429.50	1,964.00	465.50	20.7%	53.75	2.4%	62%	False	False	62,571
100	2,429.50	1,964.00	465.50	20.7%	43.50	1.9%	62%	False	False	50,057
120	2,429.50	1,964.00	465.50	20.7%	37.00	1.6%	62%	False	False	41,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,557.25
2.618	2,452.75
1.618	2,388.75
1.000	2,349.25
0.618	2,324.75
HIGH	2,285.25
0.618	2,260.75
0.500	2,253.25
0.382	2,245.75
LOW	2,221.25
0.618	2,181.75
1.000	2,157.25
1.618	2,117.75
2.618	2,053.75
4.250	1,949.25

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	2,253.75	2,239.25
PP	2,253.50	2,224.50
S1	2,253.25	2,209.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols